2.Stability of second order backward difference for a partial integro-differential equation with a weakly singular kernel一类带弱奇异核的偏积分微分方程二阶向后差分格式的稳定性 3.In this paper, the second order fully discrete difference method for a partial integro-differential equation is considered....
1) Partial integro-differential equation 偏积分微分方程 1. Stability of spatial half discretization for a partial integro-differential equation with a weakly singular kernel; 一类带弱奇异核的偏积分微分方程空间半离散的稳定性 2. Stability of second order backward difference for a partial integro-differen...
网络偏积分微分方程 网络释义 1. 偏积分微分方程 偏积分,partial... ... ) partial integration 偏积分 )Partial integro-differential equation偏积分微分方程... www.dictall.com|基于2个网页
Partial integro-differential equationIn this paper, we introduce the concept of Exponential Variance Gamma (EVG) model to the valuation of convertible bond (CB). Rather than evaluating derivatives with standard Black–Scholes approach, we describe the dynamic underlying asset log price with VG process...
2) Partial integro-differential equation 偏积分微分方程 1. Stability of spatial half discretization for a partial integro-differential equation with a weakly singular kernel; 一类带弱奇异核的偏积分微分方程空间半离散的稳定性 2. In this paper, the second order fully discrete difference method for a ...
are discussed. Moreover, we solve linear partial integro-differential equations (PIDE) using a convolution kernel and the double ARA-Formable transform. We solve a significant number of examples and show that the double ARA-Formable transform converts the PIDE into a solvable algebraic equation. ...
In this work, we consider a Sinc-collocation method for solving the fourth-order partial integro-differential equation with the multi-term kernels. In the temporal direction, the time derivative is approximated by the backward-Euler method and the first-order convolution quadrature is used for the...
Partial integro-differential equations of parabolic type arise naturally in the modeling of many phenomena in various fields of physics, engineering, and economics. The main aim of this thesis is to study finite element methods with numerical quadrature for this class of equations. Both one- and ...
Partial integro-differential equationBanach’s contractive principleMultivariate Mittag-Leffler functionInverse operatorLeray-Schauder’s fixed point theoremGeneralized fractional wave equationThis paper is to obtain sufficient conditions for the uniqueness and existence of solutions to a new nonlinear fractional ...
摘要: Partial integro-differential equationss (PIDEs) appear in finance in the context of option pricing in discontinuous models. They generalize the Black–Scholes partial differential equation (PDE) when the continuous Black–Scholes dynamics for the underlying price is...